+1,102.0%
SO vs PRU
+809.8%
+292.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | +0.4% | +4.8% | -4.4% | -0.4% |
| 30D | +9.2% | +7.9% | +1.4% | +8.0% |
| 3M | +1.1% | +3.1% | -2.0% | +0.5% |
| 6M | -1.1% | +25.2% | -26.3% | -4.5% |
| YTD | +9.7% | +12.7% | -3.1% | +7.3% |
| 1Y | +5.5% | +23.5% | -18.0% | +1.7% |
| 3Y | +47.0% | +50.6% | -3.5% | +36.4% |
| 5Y | +77.6% | +40.9% | +36.7% | +65.1% |
| 10Y | +181.0% | +125.5% | +55.6% | +134.0% |
| All | +1,102.0% | +809.8% | +292.1% | +566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling